Self-Regulatory Organizations; Fixed Income Clearing Corporation; Notice of Filing of Proposed Rule Change To Amend the Rules of Its Mortgage-Backed Securities Division Regarding Membership Requirements for Unregistered Investment Pools, 67946-67948 [E6-19850]
Download as PDF
67946
Federal Register / Vol. 71, No. 226 / Friday, November 24, 2006 / Notices
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants or Others
The Exchange did not receive any
written comments on the proposed rule
change.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within 35 days of the date of
publication of this notice in the Federal
Register or within such longer period:
(i) As the Commission may designate up
to 90 days of such date if it finds such
longer period to be appropriate and
publishes its reasons for so finding; or
(ii) as to which the Exchange consents,
the Commission will:
(A) By order approve such proposed
rule change, or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
The Commission is considering
granting accelerated approval of the
proposed rule change, as amended, at
the end of a 15-day comment period.44
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
cprice-sewell on PROD1PC66 with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form at https://www.sec.gov/
rules/sro.shtml or
• Send an e-mail to rulecomments@sec.gov. Please include File
No. SR–Amex–2006–76 on the subject
line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
No. SR–Amex–2006–76. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site at https://www.sec.gov/
rules/sro.shtml. Copies of the
44 Amex has requested accelerated approval of
this proposed rule change, as amended, prior to the
30th day after the date of publication of the notice
of the filing thereof, following the conclusion of a
15-day comment period. Telephone Conference.
VerDate Aug<31>2005
13:24 Nov 22, 2006
Jkt 211001
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Room. Copies of such filing also will be
available for inspection and copying at
the principal office of the Amex. All
comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File No.
SR–Amex–2006–76 and should be
submitted on or before December 11,
2006.
For the Commission, by the Division of
Market Regulation, pursuant to delegated
authority.45
Nancy M. Morris,
Secretary.
[FR Doc. E6–19847 Filed 11–22–06; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–54769; File No. SR–FICC–
2006–10]
Self-Regulatory Organizations; Fixed
Income Clearing Corporation; Notice of
Filing of Proposed Rule Change To
Amend the Rules of Its MortgageBacked Securities Division Regarding
Membership Requirements for
Unregistered Investment Pools
November 16, 2006.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 notice is hereby given that on
June 9, 2006, the Fixed Income Clearing
Corporation (‘‘FICC’’) filed with the
Securities and Exchange Commission
(‘‘Commission’’) a proposed rule change
that is described in Items I, II, and III
below, which items have been prepared
primarily by FICC. The Commission is
publishing this notice to solicit
comments on the proposed rule change
from interested parties.
45 17
1 15
PO 00000
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
Frm 00101
Fmt 4703
Sfmt 4703
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
FICC is proposing to amend the rules
of the Mortgage-Backed Securities
Division (‘‘MBSD’’) regarding the
membership requirements of
‘‘Unregistered Investment Pools.’’ 2
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission,
FICC included statements concerning
the purpose of and basis for the
proposed rule change and discussed any
comments it received on the proposed
rule change. The text of these statements
may be examined at the places specified
in Item IV below. FICC has prepared
summaries, set forth in sections (A), (B),
and (C) below, of the most significant
aspects of these statements.3
(A) Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
FICC is proposing to amend the rules
of the MBSD regarding the membership
requirements of ‘‘unregistered
investment pools.’’ Currently,
unregistered investment pools have
essentially the same membership
standards as other non-broker MBSD
clearing members.4 The size of the
unregistered investment pool industry
has grown, and unregistered investment
pools and their advisers have become
significant participants in the industry.
FICC believes it is necessary to
reexamine its treatment of participants
that are unregistered investment pools
and to enhance the clearing membership
standards applicable to these entities.
FICC is proposing to adopt a
definition for Unregistered Investment
Pool, which will identify the entities
that would become subject to the
proposed enhanced membership
requirements for such entities. Under
the proposed rule, an Unregistered
Investment Pool is an entity that holds
a pool of securities and/or other assets
2 As noted below, the term ‘‘Unregistered
Investment Pool’’ would be a newly-defined term in
the MBSD’s Rules.
3 The Commission has modified the text of the
summaries prepared by FICC.
4 Currently, a clearing applicant or participant
that is an unregistered investment pool and whose
financial statements are prepared in accordance
with U.S. generally accepted accounting principles
(‘‘GAAP’’) must satisfy a minimum financial
requirement of $10 million in net assets. In this
filing, FICC is making a technical change to replace
the term ‘‘net asset value’’ with the term ‘‘net
assets’’ to more accurately state the financial
requirement.
E:\FR\FM\24NON1.SGM
24NON1
Federal Register / Vol. 71, No. 226 / Friday, November 24, 2006 / Notices
cprice-sewell on PROD1PC66 with NOTICES
that meets the following criteria: (i) It is
not registered as an investment
company under the Investment
Company Act of 1940, (ii) it does not
register its securities offerings under the
Securities Act of 1933, and (iii) it has an
investment advisor that is registered
with the Commission under the
Investment Advisers Act of 1940, or if
the investment adviser is not registered,
the entity has as lock-up period of two
(2) years or greater.
Under the proposed rule change,
entities that meet the definition of
Unregistered Investment Pool will be
eligible to apply to become MBSD
clearing participants only if they meet
the new membership criteria set forth
below.5 The MBSD’s current
participants that meet the definition of
Unregistered Investment Pool will have
one year from the date of approval of
this rule filing in which to conform to
the new minimum financial and
qualitative rating requirements.
The new membership requirements
for Unregistered Investment Pools are as
follows:
(1) SEC Registration: As stated above,
the investment advisor of the
Unregistered Investment Pool must: (i)
Be registered with the Commission
under the Investment Advisers Act of
1940 or (ii) if it is not registered with the
Commission, the Unregistered
Investment Pool that the investment
adviser advises must have an initial
lock-up period of two (2) years or
greater.
(2) Minimum Net Assets: The
Unregistered Investment Pool will be
required to have and maintain net assets
of $250 million or greater.6 If the
Unregistered Investment Pool does not
meet the $250 million net asset
requirement, but the Unregistered
Investment Pool has net assets of at least
$50 million 7 or greater, then the
Unregistered Investment Pool will be
5 It is important to note that entities that meet the
MBSD’s definition of Unregistered Investment Pool
will be treated as such by the MBSD regardless of
whether the entity considers itself to be an
unregistered investment pool.
6 The $250 million net asset requirement is the
requirement that will be applicable to Unregistered
Investment Pools whose financial statements are
prepared in accordance with U.S. GAAP. Those
Unregistered Investment Pools whose financial
statements are prepared using other types of GAAP
will be subject to the higher minimum requirements
as determined by Article III, Rule 1, Section 2 of
the MBSD’s Rules.
7 The $50 million net asset requirement is the
requirement that will be applicable to Unregistered
Investment Pools whose financial statements are
prepared in accordance with U.S. GAAP. Those
Unregistered Investment Pools whose financial
statements are prepared using other types of GAAP
will be subject to the higher minimum requirements
as determined by Article III, Rule 1, Section 2 of
the MBSD’s Rules.
VerDate Aug<31>2005
13:24 Nov 22, 2006
Jkt 211001
eligible for MBSD clearing membership
if its investment advisor has assets
under management of at least $1.5
billion and advises an existing MBSD
clearing participant.
(3) Qualitative Rating: The MBSD will
require an Unregistered Investment Pool
to obtain a minimum required rating of
‘‘above average’’ as a result of an FICC
internal qualitative assessment. FICC
believes it is important to consider
qualitative factors in order to assess
both Unregistered Investment Pool
applicants and members.
Specifically, staff in the MBSD’s Risk
Division will determine a qualitative
rating for each Unregistered Investment
Pool applicant. Risk staff will review
qualitative ratings of Unregistered
Investment Pool members on an annual
basis. The assessment will include
consideration of factors deemed relevant
by the Risk Division, including
management, capital, strategy and risk
profile, and internal controls.8 The
assessment will assess the strengths and
weaknesses of these factors and will
assign a qualitative rating to the
Unregistered Investment Pool. In order
to qualify for membership, Unregistered
Investment Pools must meet a
qualitative rating of at least ‘‘above
average’’ as determined by the Risk
Division’s staff.
FICC believes that the proposed
change is consistent with Section 17A of
the Act 9 and the rules and regulations
thereunder applicable to FICC because it
enhances certain membership
requirements and as such, assures the
safeguarding of securities and funds
which are in the custody or control of
FICC or for which it is responsible.
(B) Self-Regulatory Organization’s
Statement on Burden on Competition
FICC does not believe that the
proposed rule change will have any
impact or impose any burden on
competition.
(C) Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
Written comments relating to the
proposed rule change have not yet been
solicited or received. FICC will notify
the Commission of any written
comments received by FICC.
8 Because responsibility for these factors with
respect to a particular Unregistered Investment Pool
may fall at the level of the Unregistered Investment
Pool or at the level of the investment advisor or
other third party service provider, or in some
combination of these, Risk staff will perform the
assessment for each factor at the level or levels
deemed appropriate.
9 15 U.S.C. 78q–1.
PO 00000
Frm 00102
Fmt 4703
Sfmt 4703
67947
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Within thirty-five days of the date of
publication of this notice in the Federal
Register or within such longer period:
(i) As the Commission may designate up
to ninety days of such date if it finds
such longer period to be appropriate
and publishes its reasons for so finding;
or (ii) as to which the self-regulatory
organization consents, the Commission
will:
(A) By order approve such proposed
rule change or
(B) institute proceedings to determine
whether the proposed rule change
should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml) or
• Send an e-mail to rulecomments@sec.gov. Please include File
Number SR–FICC–2006–10 in the
subject line.
Paper Comments
• Send paper comments in triplicate
to Nancy M. Morris, Secretary,
Securities and Exchange Commission,
100 F Street, NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR-FICC–2006–10. This file
number should be included on the
subject line if e-mail is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for inspection and copying in
the Commission’s Public Reference
Section, 100 F Street, NE., Washington,
DC 20549. Copies of such filings also
E:\FR\FM\24NON1.SGM
24NON1
67948
Federal Register / Vol. 71, No. 226 / Friday, November 24, 2006 / Notices
will be available for inspection and
copying at the principal office of FICC
and on FICC’s Web site, www.ficc.com.
All comments received will be posted
without change; the Commission does
not edit personal identifying
information from submissions. You
should submit only information that
you wish to make available publicly. All
submissions should refer to File
Number SR–FICC–2006–10 and should
be submitted on or before December 15,
2006.
For the Commission by the Division of
Market Regulation, pursuant to delegated
authority.10
Nancy M. Morris,
Secretary.
[FR Doc. E6–19850 Filed 11–22–06; 8:45 am]
BILLING CODE 8011–01–P
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration #10711 and # 10712]
California Disaster #CA–00041
SUMMARY: This is a notice of an
Administrative declaration of a disaster
for the State of California dated 11/16/
2006.
Incident: Esperanza Wildfire.
Incident Period: 10/26/2006 through
11/01/2006.
EFFECTIVE DATE: 11/16/2006.
Physical Loan Application Deadline
Date: 01/16/2007.
Economic Injury (EIDL) Loan
Application Deadline Date: 08/16/2007.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street, SW., Suite 6050,
Washington, DC 20416.
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of the
Administrator’s disaster declaration,
applications for disaster loans may be
filed at the address listed above or other
locally announced locations.
The following areas have been
determined to be adversely affected by
the disaster:
Primary Counties: Riverside.
Contiguous Counties:
California: Imperial, Orange, San
cprice-sewell on PROD1PC66 with NOTICES
10 17
CFR 200.30–3(a)(12).
VerDate Aug<31>2005
13:24 Nov 22, 2006
Jkt 211001
Homeowners With Credit Available Elsewhere .........................
Homeowners
Without
Credit
Available Elsewhere ..................
Businesses With Credit Available
Elsewhere .................................
Businesses & Small Agricultural
Cooperatives Without Credit
Available Elsewhere ..................
Other (Including Non-Profit Organizations) With Credit Available
Elsewhere .................................
Businesses And Non-Profit Organizations Without Credit Available Elsewhere .........................
Administrator’s disaster declaration,
applications for disaster loans may be
filed at the address listed above or other
locally announced locations.
Percent
The following areas have been
determined to be adversely affected by
the disaster:
6.000
Primary Counties: Franklin.
Contiguous Counties: Florida:
3.000
Gulf, Liberty, Wakulla.
The Interest Rates are:
8.000
Percent
4.000
5.250
4.000
The number assigned to this disaster
for physical damage is 10711 5 and for
economic injury is 10712 0.
The States which received an EIDL
Declaration # are California and
Arizona.
(Catalog of Federal Domestic Assistance
Numbers 59002 and 59008).
U.S. Small Business
Administration.
ACTION: Notice.
AGENCY:
FOR FURTHER INFORMATION CONTACT:
Bernardino, San Diego.
Arizona: La Paz.
The Interest Rates are:
Dated: November 16, 2006.
Steven C. Preston,
Administrator.
[FR Doc. E6–19875 Filed 11–22–06; 8:45 am]
BILLING CODE 8025–01–P
Homeowners With Credit Available Elsewhere .........................
Homeowners
Without
Credit
Available Elsewhere ..................
Businesses With Credit Available
Elsewhere .................................
Businesses & Small Agricultural
Cooperatives Without Credit
Available Elsewhere ..................
Other (Including Non-Profit Organizations) With Credit Available
Elsewhere .................................
Businesses And Non-Profit Organizations Without Credit Available Elsewhere .........................
6.000
3.000
8.000
4.000
5.250
4.000
The number assigned to this disaster
for physical damage is 10713 C and for
economic injury is 10714 0.
The State which received an EIDL
Declaration # is Florida.
(Catalog of Federal Domestic Assistance
Numbers 59002 and 59008).
SMALL BUSINESS ADMINISTRATION
[Disaster Declaration # 10713 and # 10714]
Florida Disaster # FL–00018
Dated: November 16, 2006.
Steven C. Preston,
Administrator.
[FR Doc. E6–19876 Filed 11–22–06; 8:45 am]
U.S. Small Business
Administration.
ACTION: Notice.
BILLING CODE 8025–01–P
This is a notice of an
Administrative declaration of a disaster
for the State of Florida dated 11/16/
2006.
Incident: Severe Storms and
Tornadoes.
Incident Period: 10/27/2006.
EFFECTIVE DATE: 11/16/2006.
Physical Loan Application Deadline
Date: 01/16/2007.
Economic Injury (EIDL) Loan
Application Deadline Date: 08/16/2007.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing and
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
FOR FURTHER INFORMATION CONTACT: A.
Escobar, Office of Disaster Assistance,
U.S. Small Business Administration,
409 3rd Street, SW., Suite 6050,
Washington, DC 20416
SUPPLEMENTARY INFORMATION: Notice is
hereby given that as a result of the
[Disaster Declaration # 10682 and # 10683]
AGENCY:
SUMMARY:
PO 00000
Frm 00103
Fmt 4703
Sfmt 4703
SMALL BUSINESS ADMINISTRATION
New York Disaster Number NY–00036
U.S. Small Business
Administration.
ACTION: Amendment 1.
AGENCY:
SUMMARY: This is an amendment of the
Presidential declaration of a major
disaster for the State of New York
(FEMA–1665–DR), dated 10/24/2006.
Incident: Severe Storms and Flooding.
Incident Period: 10/12/2006 and
continuing through 10/25/2006.
EFFECTIVE DATE: 11/16/2006.
Physical Loan Application Deadline
Date: 12/26/2006.
EIDL Loan Application Deadline Date:
07/24/2007.
ADDRESSES: Submit completed loan
applications to: U.S. Small Business
Administration, Processing And
Disbursement Center, 14925 Kingsport
Road, Fort Worth, TX 76155.
E:\FR\FM\24NON1.SGM
24NON1
Agencies
[Federal Register Volume 71, Number 226 (Friday, November 24, 2006)]
[Notices]
[Pages 67946-67948]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: E6-19850]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-54769; File No. SR-FICC-2006-10]
Self-Regulatory Organizations; Fixed Income Clearing Corporation;
Notice of Filing of Proposed Rule Change To Amend the Rules of Its
Mortgage-Backed Securities Division Regarding Membership Requirements
for Unregistered Investment Pools
November 16, 2006.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(``Act''),\1\ notice is hereby given that on June 9, 2006, the Fixed
Income Clearing Corporation (``FICC'') filed with the Securities and
Exchange Commission (``Commission'') a proposed rule change that is
described in Items I, II, and III below, which items have been prepared
primarily by FICC. The Commission is publishing this notice to solicit
comments on the proposed rule change from interested parties.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
FICC is proposing to amend the rules of the Mortgage-Backed
Securities Division (``MBSD'') regarding the membership requirements of
``Unregistered Investment Pools.'' \2\
---------------------------------------------------------------------------
\2\ As noted below, the term ``Unregistered Investment Pool''
would be a newly-defined term in the MBSD's Rules.
---------------------------------------------------------------------------
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, FICC included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of these statements may be examined at the places specified in
Item IV below. FICC has prepared summaries, set forth in sections (A),
(B), and (C) below, of the most significant aspects of these
statements.\3\
---------------------------------------------------------------------------
\3\ The Commission has modified the text of the summaries
prepared by FICC.
---------------------------------------------------------------------------
(A) Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
FICC is proposing to amend the rules of the MBSD regarding the
membership requirements of ``unregistered investment pools.''
Currently, unregistered investment pools have essentially the same
membership standards as other non-broker MBSD clearing members.\4\ The
size of the unregistered investment pool industry has grown, and
unregistered investment pools and their advisers have become
significant participants in the industry. FICC believes it is necessary
to reexamine its treatment of participants that are unregistered
investment pools and to enhance the clearing membership standards
applicable to these entities.
---------------------------------------------------------------------------
\4\ Currently, a clearing applicant or participant that is an
unregistered investment pool and whose financial statements are
prepared in accordance with U.S. generally accepted accounting
principles (``GAAP'') must satisfy a minimum financial requirement
of $10 million in net assets. In this filing, FICC is making a
technical change to replace the term ``net asset value'' with the
term ``net assets'' to more accurately state the financial
requirement.
---------------------------------------------------------------------------
FICC is proposing to adopt a definition for Unregistered Investment
Pool, which will identify the entities that would become subject to the
proposed enhanced membership requirements for such entities. Under the
proposed rule, an Unregistered Investment Pool is an entity that holds
a pool of securities and/or other assets
[[Page 67947]]
that meets the following criteria: (i) It is not registered as an
investment company under the Investment Company Act of 1940, (ii) it
does not register its securities offerings under the Securities Act of
1933, and (iii) it has an investment advisor that is registered with
the Commission under the Investment Advisers Act of 1940, or if the
investment adviser is not registered, the entity has as lock-up period
of two (2) years or greater.
Under the proposed rule change, entities that meet the definition
of Unregistered Investment Pool will be eligible to apply to become
MBSD clearing participants only if they meet the new membership
criteria set forth below.\5\ The MBSD's current participants that meet
the definition of Unregistered Investment Pool will have one year from
the date of approval of this rule filing in which to conform to the new
minimum financial and qualitative rating requirements.
---------------------------------------------------------------------------
\5\ It is important to note that entities that meet the MBSD's
definition of Unregistered Investment Pool will be treated as such
by the MBSD regardless of whether the entity considers itself to be
an unregistered investment pool.
---------------------------------------------------------------------------
The new membership requirements for Unregistered Investment Pools
are as follows:
(1) SEC Registration: As stated above, the investment advisor of
the Unregistered Investment Pool must: (i) Be registered with the
Commission under the Investment Advisers Act of 1940 or (ii) if it is
not registered with the Commission, the Unregistered Investment Pool
that the investment adviser advises must have an initial lock-up period
of two (2) years or greater.
(2) Minimum Net Assets: The Unregistered Investment Pool will be
required to have and maintain net assets of $250 million or greater.\6\
If the Unregistered Investment Pool does not meet the $250 million net
asset requirement, but the Unregistered Investment Pool has net assets
of at least $50 million \7\ or greater, then the Unregistered
Investment Pool will be eligible for MBSD clearing membership if its
investment advisor has assets under management of at least $1.5 billion
and advises an existing MBSD clearing participant.
---------------------------------------------------------------------------
\6\ The $250 million net asset requirement is the requirement
that will be applicable to Unregistered Investment Pools whose
financial statements are prepared in accordance with U.S. GAAP.
Those Unregistered Investment Pools whose financial statements are
prepared using other types of GAAP will be subject to the higher
minimum requirements as determined by Article III, Rule 1, Section 2
of the MBSD's Rules.
\7\ The $50 million net asset requirement is the requirement
that will be applicable to Unregistered Investment Pools whose
financial statements are prepared in accordance with U.S. GAAP.
Those Unregistered Investment Pools whose financial statements are
prepared using other types of GAAP will be subject to the higher
minimum requirements as determined by Article III, Rule 1, Section 2
of the MBSD's Rules.
---------------------------------------------------------------------------
(3) Qualitative Rating: The MBSD will require an Unregistered
Investment Pool to obtain a minimum required rating of ``above
average'' as a result of an FICC internal qualitative assessment. FICC
believes it is important to consider qualitative factors in order to
assess both Unregistered Investment Pool applicants and members.
Specifically, staff in the MBSD's Risk Division will determine a
qualitative rating for each Unregistered Investment Pool applicant.
Risk staff will review qualitative ratings of Unregistered Investment
Pool members on an annual basis. The assessment will include
consideration of factors deemed relevant by the Risk Division,
including management, capital, strategy and risk profile, and internal
controls.\8\ The assessment will assess the strengths and weaknesses of
these factors and will assign a qualitative rating to the Unregistered
Investment Pool. In order to qualify for membership, Unregistered
Investment Pools must meet a qualitative rating of at least ``above
average'' as determined by the Risk Division's staff.
---------------------------------------------------------------------------
\8\ Because responsibility for these factors with respect to a
particular Unregistered Investment Pool may fall at the level of the
Unregistered Investment Pool or at the level of the investment
advisor or other third party service provider, or in some
combination of these, Risk staff will perform the assessment for
each factor at the level or levels deemed appropriate.
---------------------------------------------------------------------------
FICC believes that the proposed change is consistent with Section
17A of the Act \9\ and the rules and regulations thereunder applicable
to FICC because it enhances certain membership requirements and as
such, assures the safeguarding of securities and funds which are in the
custody or control of FICC or for which it is responsible.
---------------------------------------------------------------------------
\9\ 15 U.S.C. 78q-1.
---------------------------------------------------------------------------
(B) Self-Regulatory Organization's Statement on Burden on Competition
FICC does not believe that the proposed rule change will have any
impact or impose any burden on competition.
(C) Self-Regulatory Organization's Statement on Comments on the
Proposed Rule Change Received From Members, Participants, or Others
Written comments relating to the proposed rule change have not yet
been solicited or received. FICC will notify the Commission of any
written comments received by FICC.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Within thirty-five days of the date of publication of this notice
in the Federal Register or within such longer period: (i) As the
Commission may designate up to ninety days of such date if it finds
such longer period to be appropriate and publishes its reasons for so
finding; or (ii) as to which the self-regulatory organization consents,
the Commission will:
(A) By order approve such proposed rule change or
(B) institute proceedings to determine whether the proposed rule
change should be disapproved.
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://
www.sec.gov/rules/sro.shtml) or
Send an e-mail to rule-comments@sec.gov. Please include
File Number SR-FICC-2006-10 in the subject line.
Paper Comments
Send paper comments in triplicate to Nancy M. Morris,
Secretary, Securities and Exchange Commission, 100 F Street, NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-FICC-2006-10. This file
number should be included on the subject line if e-mail is used. To
help the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/
sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for inspection and
copying in the Commission's Public Reference Section, 100 F Street,
NE., Washington, DC 20549. Copies of such filings also
[[Page 67948]]
will be available for inspection and copying at the principal office of
FICC and on FICC's Web site, www.ficc.com. All comments received will
be posted without change; the Commission does not edit personal
identifying information from submissions. You should submit only
information that you wish to make available publicly. All submissions
should refer to File Number SR-FICC-2006-10 and should be submitted on
or before December 15, 2006.
For the Commission by the Division of Market Regulation,
pursuant to delegated authority.\10\
---------------------------------------------------------------------------
\10\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Nancy M. Morris,
Secretary.
[FR Doc. E6-19850 Filed 11-22-06; 8:45 am]
BILLING CODE 8011-01-P